// Copyright (C) 2014  Victor Fragoso <vfragoso@cs.ucsb.edu>
// All rights reserved.
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#ifndef STATX_DISTRIBUTIONS_EVD_GEV_CERES_H_
#define STATX_DISTRIBUTIONS_EVD_GEV_CERES_H_

#include <cmath>
#include <vector>
#include <ceres/ceres.h>

namespace libstatx {
namespace distributions {
namespace evd {
// GEV fit using the quantile least-squares method
bool gevfit_ceres(const std::vector<double>& data,
                  double* mu,
                  double* sigma,
                  double* xi);

// CERES CostFunction using analytical derivatives
class GEVCostFunctionAnalytic :
      public ceres::SizedCostFunction<1,  // Number of residuals
                                      1,  // Size of first param
                                      1,  // Size of second param
                                      1  /* Size of third param */> {
 public:
  // Constructor
  // z: quantile
  // p: percentile
  GEVCostFunctionAnalytic(double z, double p) : z_(z), p_(p) { }
  
  // Evaluate method 
  virtual bool Evaluate(double const* const* parameters,
                        double* residuals,
                        double** jacobians) const;
 private:
  const double z_;  // quantile
  const double p_;  // percentile
};
}  // namespace evd
}  // namespace distributions
}  // namespace libstatx
#endif  // STATX_DISTRIBUTIONS_EVD_GEV_CERES_H_
